Where did my file Save to?
The output settings determine where your video file (or image sequence) should be saved to:

2.7$x$$x$



For 2.8 look here:





If you are rendering a single image (By pressing render or F12) The image does not get saved automatically, you need to save it manually.

in 2.7$x$$x$ use Ctrl+F3 to save the image, or go to the UV/Image editor and Select Save Image 



in 2.8$x$$x$ Use the image editor and select Save as (or press Shift+S)